Add LinearOperatorInterpolatedPSDKernel.

Also yak-shave a few underlying things.

PiperOrigin-RevId: 462717132

Author: SiegeLordEx

tensorflow_probability/python/experimental/linalg/BUILD

@@ -32,18 +32,52 @@ package(
 multi_substrate_py_library(
     name = "linalg",
     srcs = ["__init__.py"],
+    numpy_omit_deps = [
+        ":linear_operator_interpolated_psd_kernel",
+    ],
     substrates_omit_deps = [
         ":linear_operator_psd_kernel",
         ":no_pivot_ldl",
     ],
     deps = [
+        ":linear_operator_interpolated_psd_kernel",
         ":linear_operator_psd_kernel",
         ":linear_operator_unitary",
         ":no_pivot_ldl",
         "//tensorflow_probability/python/internal:all_util",
     ],
 )
 
+multi_substrate_py_library(
+    name = "linear_operator_interpolated_psd_kernel",
+    srcs = ["linear_operator_interpolated_psd_kernel.py"],
+    deps = [
+        # numpy dep,
+        # tensorflow dep,
+        "//tensorflow_probability/python/internal:distribution_util",
+        "//tensorflow_probability/python/internal:dtype_util",
+        "//tensorflow_probability/python/internal:prefer_static",
+        "//tensorflow_probability/python/internal:tensor_util",
+        "//tensorflow_probability/python/math:gradient",
+        "//tensorflow_probability/python/math:interpolation",
+    ],
+)
+
+multi_substrate_py_test(
+    name = "linear_operator_interpolated_psd_kernel_test",
+    size = "large",
+    srcs = ["linear_operator_interpolated_psd_kernel_test.py"],
+    disabled_substrates = ["numpy"],
+    shard_count = 8,
+    deps = [
+        # numpy dep,
+        # tensorflow dep,
+        "//tensorflow_probability",
+        "//tensorflow_probability/python/internal:test_util",
+        # tensorflow/compiler/jit dep,
+    ],
+)
+
 py_library(
     name = "linear_operator_psd_kernel",
     srcs = ["linear_operator_psd_kernel.py"],

tensorflow_probability/python/experimental/linalg/__init__.py

@@ -14,6 +14,7 @@
 # ============================================================================
 """Experimental tools for linear algebra."""
 
+from tensorflow_probability.python.experimental.linalg.linear_operator_interpolated_psd_kernel import LinearOperatorInterpolatedPSDKernel
 from tensorflow_probability.python.experimental.linalg.linear_operator_psd_kernel import LinearOperatorPSDKernel
 from tensorflow_probability.python.experimental.linalg.linear_operator_unitary import LinearOperatorUnitary
 from tensorflow_probability.python.experimental.linalg.no_pivot_ldl import no_pivot_ldl
@@ -22,6 +23,7 @@
 
 
 _allowed_symbols = [
+    'LinearOperatorInterpolatedPSDKernel',
     'LinearOperatorPSDKernel',
     'LinearOperatorUnitary',
     'no_pivot_ldl',